The semicircle law for matrices with ergodic entries

DOI10.1016/J.SPL.2018.05.025zbMATH Open1395.60029arXiv1904.00397OpenAlexW2808141369WikidataQ129701012 ScholiaQ129701012MaRDI QIDQ722663FDOQ722663

Authors: M. Löwe 

Publication date: 27 July 2018

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Abstract: We study the empirical spectral distribution (ESD) of symmetric random matrices with ergodic entries on the diagonals. We observe that for entries with correlations that decay to 0, when the distance of the diagonal entries becomes large the limiting ESD is the well known semicircle law. If it does not decay to 0 (and have the same sign) the semicircle law cannot be the limit of the ESD. This is good agreement with results on exchangeable processes analysed in Friesen and L"owe (2013a) and Hochst"attler et al. (2016).

Full work available at URL: https://arxiv.org/abs/1904.00397

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zbMATH Keywords

ergodicitydecay of correlationsrandom matrixsemi-circle lawdependent entries

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Central limit and other weak theorems (60F05)

Cites Work

• An introduction to random matrices
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• On the distribution of the roots of certain symmetric matrices
• Spectral measure of large random Hankel, Markov and Toeplitz matrices
• The semicircle law for matrices with independent diagonals
• Semicircle law for a matrix ensemble with dependent entries
• Limit Theorems for Spectra of Random Matrices with Martingale Structure
• A phase transition for the limiting spectral density of random matrices
• Distribution of eigenvalues for the ensemble of real symmetric Toeplitz matrices
• On Wigner's semicircle law for the eigenvalues of random matrices

Cited In (7)

• The local semicircle law for random matrices with a fourfold symmetry
• The semicircle law for matrices with independent diagonals
• On the limiting spectral density of random matrices filled with stochastic processes
• The semicircle law for matrices with dependent entries
• Hitting times, commute times, and cover times for random walks on random hypergraphs
• Singular value distribution of dense random matrices with block Markovian dependence
• Random band and block matrices with correlated entries

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